+214.8%
B vs PTC
+312.5%
-97.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -7.3% | +0.5% | -7.8% | -7.4% |
| 30D | -3.3% | +1.2% | -4.6% | -3.4% |
| 3M | -7.8% | +27.4% | -35.1% | -10.2% |
| 6M | -15.5% | +39.2% | -54.7% | -18.8% |
| YTD | -12.3% | +12.5% | -24.8% | -13.7% |
| 1Y | +5.4% | +12.3% | -6.9% | +3.6% |
| 3Y | +165.5% | +28.8% | +136.7% | +154.4% |
| 5Y | +107.0% | +60.9% | +46.2% | +92.1% |
| All | +214.8% | +312.5% | -97.6% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling